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On a Stopping Game in continuous time
Authors
Erhan Bayraktar
Zhou Zhou
Publication date
24 July 2015
Publisher
View
on
arXiv
Abstract
We consider a zero-sum continuous time stopping game in which the pay-off is revealed in the maximum of the two stopping times instead of the minimum, which is the case in Dynkin games.Comment: To appear in the Proceedings of the AMS. Final versio
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Last time updated on 30/10/2017